On the moments of ladder epochs for driftless random walks
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Publication:4309033
DOI10.1017/S0021900200107077zbMath0805.60041MaRDI QIDQ4309033
Publication date: 29 January 1995
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0021900200107077
60G50: Sums of independent random variables; random walks
60G40: Stopping times; optimal stopping problems; gambling theory
62L15: Optimal stopping in statistics
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